whether perhaps I am too suspicious, but it seems to me that the OP has no problem at some point associating some amount with his name on any CEX, even if he passed KYC. It seems to me that he has some suspicious funds, or acquired through illegal actions and does not want him to be personally connected to them.
My suspicions are the same as yours. As far as I can see, the OP is not concerned about his anonymity on the CEX exchange, but he wants to hide the trail leading back to his original wallet. We can only speculate as to why he wants to do this.